+197.7%
AON vs GWRE
+131.0%
+66.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.8% |
| 7D | -6.3% | -13.2% | +6.9% | -3.8% |
| 30D | -14.1% | -18.6% | +4.5% | -11.3% |
| 3M | -9.5% | +18.9% | -28.4% | -13.5% |
| 6M | -4.0% | -11.0% | +6.9% | -4.2% |
| YTD | -13.8% | -29.9% | +16.1% | -10.3% |
| 1Y | -18.3% | -44.3% | +26.1% | -11.1% |
| 3Y | -7.2% | +51.7% | -58.9% | -22.4% |
| 5Y | +7.3% | +15.4% | -8.1% | -6.0% |
| All | +197.7% | +131.0% | +66.7% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling